+640.8%
MU vs GME
-18.2%
+659.0%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.4% |
| 7D | +7.2% | +0.4% | +6.7% | +7.1% |
| 30D | +14.0% | -1.4% | +15.4% | +14.2% |
| 3M | +5.4% | -15.1% | +20.5% | +8.2% |
| 6M | +170.3% | -22.5% | +192.8% | +180.9% |
| YTD | +250.7% | -5.9% | +256.6% | +239.0% |
| All | +640.8% | -18.2% | +659.0% | +656.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded GME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling